The problem is those companies (premiumize, debrid, whatever) are entities that make profits from filesharing and give nothing back to artists. That's not morally defensible.
Filesharing itself is perfectly morally defensible, and in fact sharing culture is good for society (including artists).
So while they might be convenient, they also shouldn't exist in the first place. Parasitic companies shouldn't be rewarded for their patristic behaviour.
This is spot on (pun intended).
No, you don't need that. You want it because it's convenient and we live in a consumerist society where everything "needs" to be "frictionless". Intentionally clicking on an artist's bandcamp page to listen to a recommendation is fine. It's a lot easier than mail order or taking the bus to the record store to buy a copy.
I get what you're saying, but we need to question the parameters of the challenges more often.
What do you mean by "they control the app fully"? Something like https://github.com/abba23/spotify-adblock will let you run the app without ads, which kinda contradicts the idea they control the app fully.
Happy to help!